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A bank's balance sheet information is shown below (in S000) On-Balance-Sheet Items Cash Short-term government securities (92 days) Long-term government securities (592 days) Federal
A bank's balance sheet information is shown below (in S000) On-Balance-Sheet Items Cash Short-term government securities (92 days) Long-term government securities (592 days) Federal Reserve stock i Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 25% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Off-Balance-Sheet Itens U.S. Government Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: year 1 year Standby letters of credit Performance-related Direct-credit substitute Commercial letters of credit Sovereign Counterparty Loan commitments, OECD CRC rated 1 year year Sovereign Counterparty Loan commitments, DECD CRC rated 2 1 year Sovereign Counterparty Loan commitments, OECD CRC rated 7: 1 year Interest rate market contracts (current exposure assumed to be zero): 3 year (motional amount) 31-5 year (notional amount) Face Value $ 138,600 7,100 431,400 11,500 176,000 954,900 1,810,000 187,000 28,288 129,900 5,700,000 6,367,669 13,300 472,000 Conversion Factor (X) Face Value 23 38 $ see 1,240 20 50 50 200 100 108 AR ER 3 20 23 2 3,000 200 56,400 100 135,400 3,212,400 3,046,278 101,543 490,900 78.978 110,500 1,225,400 85,000 115,500 30,000 2,000 eee What is the bank's risk-weighted asset base? (Do not round your Intermediate calculations. Round your answer to the nearest whole dollar amount. (e.g., 32)) Risk-weighted asset base
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